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~subject:"Stochastischer Prozess"
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Stochastischer Prozess
Theorie
622,171
Theory
607,085
USA
40,575
United States
39,512
Schätzung
29,127
Estimation
28,393
Welt
24,449
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22,303
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Monetary policy
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Germany
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Portfolio-Management
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Portfolio selection
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Risiko
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Risk
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Mathematische Optimierung
16,765
Mathematical programming
16,660
Prognoseverfahren
13,621
Forecasting model
13,362
Wirtschaftswachstum
13,150
Spieltheorie
12,748
Zeitreihenanalyse
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Economic growth
12,542
Time series analysis
12,297
Game theory
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Experiment
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Börsenkurs
10,870
Share price
10,672
Asymmetrische Information
10,508
Asymmetric information
10,227
Wettbewerb
10,209
Wohlfahrtsanalyse
10,134
Welfare analysis
9,962
Volatilität
9,954
Competition
9,846
Volatility
9,703
Schätztheorie
9,607
Allgemeines Gleichgewicht
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Free
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Article
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Article in journal
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Phillips, Peter C. B.
59
Koopman, Siem Jan
47
Sethi, Suresh
42
Escudero, Laureano F.
39
McAleer, Michael
32
Post, Thierry
32
Barndorff-Nielsen, Ole E.
30
Kohlmann, Michael
30
Platen, Eckhard
30
Yu, Jun
30
Chiarella, Carl
29
Gendreau, Michel
25
Linton, Oliver
24
Zhang, Qing
23
Chan, Joshua
22
Asai, Manabu
21
Gao, Jiti
21
Inderfurth, Karl
21
Küchler, Uwe
21
Kleijnen, Jack P. C.
20
Lux, Thomas
20
Wälde, Klaus
20
Batabyal, Amitrajeet A.
19
Benth, Fred Espen
19
Whang, Yoon-jae
19
Clark, Todd E.
18
Kraft, Holger
18
Taylor, Robert
18
Bos, Charles S.
17
Föllmer, Hans
17
Garín, María Araceli
17
Kilian, Lutz
17
Liesenfeld, Roman
17
Shephard, Neil G.
17
Wirjanto, Tony S.
17
Alvarez, Luis H. R.
16
Blasques, Francisco
16
Maggioni, Francesca
16
Mumtaz, Haroon
16
Riedel, Frank
16
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
44
National Bureau of Economic Research
36
Centre for Analytical Finance <Århus>
10
Springer Fachmedien Wiesbaden
7
Erasmus Research Institute of Management
5
Econometrisch Instituut <Rotterdam>
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Institutionen för Skogsekonomi <Ume°a>
3
Judge Institute of Management Studies
3
Springer-Verlag GmbH
3
University of Exeter / Department of Economics
3
Weierstraß-Institut für Angewandte Analysis und Stochastik
3
Bonn Graduate School of Economics
2
Centre for Economic Policy Research
2
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Economics
2
Federal Reserve System / Division of Research and Statistics
2
HWWA-Institut für Wirtschaftsforschung
2
Kansantaloustieteen Laitos <Helsinki>
2
Kassel University Press GmbH
2
London School of Economics and Political Science
2
School of Economics and Finance <Brisbane>
2
Social Systems Research Institute
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of British Columbia / Finance Division
2
University of Essex / Department of Economics
2
Universität Mannheim
2
Université de Montréal / Département de sciences économiques
2
Aarhus Universitet / Centre for Non-Linear Economic Modelling
1
Agricultural Land Markets - Efficiency and Regulation
1
Australian National University / Research School of Pacific and Asian Studies / Economics Division
1
Bachelier Finance Society
1
Banca d'Italia / Servizio Studi
1
Center for Economic Research <Tilburg>
1
Centre for Actuarial Studies
1
Centro Internazionale Matematico Estivo
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
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European journal of operational research : EJOR
452
Insurance / Mathematics & economics
153
Computers & operations research : and their applications to problems of world concern ; an international journal
146
Finance and stochastics
131
International journal of production research
127
International journal of theoretical and applied finance
117
Operations research
117
Journal of econometrics
104
Operations research letters
102
Mathematical finance : an international journal of mathematics, statistics and financial theory
81
Mathematics of operations research
80
International journal of production economics
75
Journal of economic dynamics & control
72
Discussion paper / Tinbergen Institute
71
Risks : open access journal
63
INFORMS journal on computing : JOC
62
Econometric reviews
57
Journal of economic theory
56
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
54
Quantitative finance
54
Computational Management Science : CMS
52
Transportation research / E : an international journal
52
Mathematical methods of operations research
50
Economics letters
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Transportation science : a journal of the Institute for Operations Research and the Management Sciences
49
Discussion papers of interdisciplinary research project 373
44
Management science : journal of the Institute for Operations Research and the Management Sciences
44
Computational economics
43
Econometric theory
42
Economic modelling
41
Omega : the international journal of management science
41
SFB 649 discussion paper
40
SpringerLink / Bücher
38
Annals of operations research
37
IMA journal of management mathematics
36
Working paper / National Bureau of Economic Research, Inc.
36
CREATES research paper
35
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
35
Scandinavian actuarial journal
35
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Source
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ECONIS (ZBW)
9,300
EconStor
226
USB Cologne (EcoSocSci)
6
OLC EcoSci
1
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1
Alterssicherungssysteme im Rahmen stochastischer Modelle überlappender Generationen
Hauenschild, Nils
-
1999
Persistent link: https://www.econbiz.de/10001369306
Saved in:
2
Optimal intertemporal consumption under uncertainty
Chamberlain, Gary
;
Wilson, Charles A.
- In:
Review of economic dynamics
3
(
2000
)
3
,
pp. 365-395
Persistent link: https://www.econbiz.de/10001655831
Saved in:
3
Optimal intertemporal consumption under uncertainty
Chamberlain, Gary
;
Wilson, Charles
-
1984
Persistent link: https://www.econbiz.de/10001984814
Saved in:
4
Efficient intertemporal allocation of risk and return
Wilson, Robert
;
Kazumori, Eiichiro
-
2009
Persistent link: https://www.econbiz.de/10003991726
Saved in:
5
Recursive
utility
and parameter uncertainty
Najjar, Nabil I. al-
;
Shmaya, Eran
- In:
Journal of economic theory
181
(
2019
),
pp. 274-288
Persistent link: https://www.econbiz.de/10012131821
Saved in:
6
Approximate analytical solutions for consumption/investment problems under recursive
utility
and finite horizon
Campani, Carlos Heitor
;
Garcia, René
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 364-384
Persistent link: https://www.econbiz.de/10012120271
Saved in:
7
A generalized stochastic differential
utility
driven by G-Brownian motion
Lin, Qian
;
Tian, Dejian
;
Tian, Weidong
- In:
Mathematics and financial economics
14
(
2020
)
3
,
pp. 547-576
Persistent link: https://www.econbiz.de/10012240314
Saved in:
8
Robust decision making using a general
utility
set
Hu, Jian
;
Bansal, Manish
;
Mehrotra, Sanjay
- In:
European journal of operational research : EJOR
269
(
2018
)
2
,
pp. 699-714
Persistent link: https://www.econbiz.de/10011864436
Saved in:
9
Stochastic differential
utility
as the continuous-time limit of recursive
utility
Kraft, Holger
;
Seifried, Frank Thomas
- In:
Journal of economic theory
151
(
2014
),
pp. 528-550
Persistent link: https://www.econbiz.de/10010389572
Saved in:
10
Malliavin's calculus in insider models : additional
utility
and free lunches
Imkeller, Peter
-
2002
Persistent link: https://www.econbiz.de/10001666561
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